Related papers: Exploding Markov operators
This current article aims to study a new subclass of meromorphic functions with positive coefficients by reconstructing a new operator in the punctured open disc. Also, some geometric properties are considered and investigated, such results…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…
Embedding discrete Markov chains into continuous ones is a famous open problem in probability theory with many applications. Inspired by recent progress, we study the closely related questions of embeddability of real and positive operators…
We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
We study hyperbolic attractors of some dynamical systems with apriori given countable Markov partitions. Assuming that contraction is stronger than expansion we construct new Markov rectangles such that their crossections by unstable…
We consider a protocol for the two-time measurement of entropic observables in quantum open systems driven out of thermal equilibrium by coupling to several heat baths. We concentrate on the Markovian approximation of the time-evolution and…
We characterize a class of superclassical non-Markovian open quantum system dynamics that are defined by their lack of measurement invasiveness when the corresponding observable commutates with the pre-measurement state. This diagonal…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
The paper examines the construction and analysis of a new class of mixed exponential statistical structures that combine the properties of stochastic models and linear positive operators. The relevance of the topic is driven by the growing…
Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…
Inspired by Kesten's criterion for the amenability of groups, we establish a characterization of the amenability of discrete probability measure-preserving groupoids in terms of the operator norms of symmetric invariant Markov operators.
We have earlier constructed a generalized entropy concept to show the direction of time in an evolution following from a Markov generator. In such a dynamical system, the entity found changes in a monotonic way starting from any initial…
A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the…
A variant of multiscale analysis for ergodic Schr\"odinger operators is developed. This enables us to prove positivity of Lyapunov exponents given initial scale estimates and an initial Wegner estimate. This is then applied to high…